harvestprofit / monte-carlo Goto Github PK
View Code? Open in Web Editor NEW๐ง Simple Monte Carlo Calculator
Home Page: https://harvestprofit.github.io/monte-carlo/
License: MIT License
๐ง Simple Monte Carlo Calculator
Home Page: https://harvestprofit.github.io/monte-carlo/
License: MIT License
Blocked by #3
Once the simulation includes more variation, we can start allowing result analysis with a high and low bound.
This would help users who want to estimate the chances of a high or low trigger being hit on a futures contract, for example.
Right now we just use a simple random number between -1 and 1, multiplied by the potential daily volatility.
Instead we could use a random number generator based on the standard normal distribution curve with a mean of 0 and a standard deviation of 1. That number, multiplied by the potential daily volatility, would represent the volatility input more accurately.
This monte carlo analysis is missing the "analysis" part.
Should probably fix that!
We can add CircleCI and CodeCov to this project, to help people out as they test
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